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Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index   

TICKER
LRODMX Index
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Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index   
Ticker - LRODMX Index

Overview

  • De-concentrate country, currency, and individual company risks in developed market economies (ex US)
  • Seek reduced volatility and drawdown risk and improve returns (relative to capitalization weighted developed international equity indexes (ex U.S.) over a complete market cycle.

Description of Methodology

The rules-based proprietary methodology employs a multi-layered risk-optimized approach that seeks to achieve its diversification, risk-reduction, and return objectives by selecting companies with favorable diversified risk premia expression, including valuation, momentum, quality, and volatility characteristics. The methodology seeks to further address active risks versus the capitalization-weighted universe by managing size, and liquidity risks. The Index seeks to harvest risk premia factors through systematic risk- and factor-weighting twice annually, with a reconstitution occurring in March and September.

download metholodogy document  Hartford Multifactor Index Methodologies

Performance

PERFORMANCE %
 
CUMULATIVE %
(as of 11/30/2024)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 11/30/2024)
YTD 1YR 3YR 5YR 10YR SI 1
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 11.25 17.21 5.26 4.66 7.63 5.24
 
CUMULATIVE %
(as of 9/30/2024)
AVERAGE ANNUAL TOTAL RETURNS %
(as of 9/30/2024)
YTD 1YR 3YR 5YR 10YR SI1
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 13.88 23.89 4.92 6.07 8.31 5.56

SI = Since Inception. Index Inception: 12/31/2013

Past performance does not guarantee future results.
Performance reflects cumulative total returns for periods of less than one year and average annual total returns for periods of one year or greater.

Indices are unmanaged and not available for direct investment.

Characteristics

KEY FACTS (as of 12/24/2024)
Ticker LRODMX Index
Inception Date 12/31/2013
Current Index Value 1694.43
Last Closing Level 1691.66
Change 2.77
Change % 0.16%
52-Week-High 1802.45
52-Week-Low 1521.85
Number Of Holdings 321
Holdings Characteristics
Price/Earnings
12.3x
Price/Book
1.4x
EPS Growth Rate
7.1%
Asset Weighted Market Cap (billions)
$41.3
Price/Earnings
13.2x
Return on Equity
16.0%
Median Market Cap (billions)
$14.5
Nominal Companies
321
Effective Companies
201
Nominal Countries
22
Effective Countries
9
Debt to Equity
110.3%
Index Dividend Yield (%)
3.68
Sector Exposure (%)
Financials 26
Industrials 15
Health Care 12
Consumer Staples 10
Consumer Discretionary 8
Information Technology 8
Materials 5
Communication Services 5
Utilities 5
Energy 4
Real Estate 2
Financials 24
Industrials 15
Health Care 12
Consumer Staples 10
Consumer Discretionary 8
Information Technology 7
Materials 5
Communication Services 5
Utilities 5
Energy 4
Real Estate 2
Important Notes

Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index is the exclusive property of Lattice Strategies LLC (a wholly owned subsidiary of Hartford Funds Management Company, LLC) which has contracted with Solactive AG to maintain and calculate the Index. Solactive AG uses its best efforts to ensure that the Index is calculated correctly. Irrespective of its obligations towards Lattice Strategies, Solactive AG has no obligation to point out errors in the Index to third parties.

Index returns do not represent actual fund or portfolio returns. A fund or portfolio may differ significantly from the index. The index does not reflect any management fees, transaction fees, brokerage expenses, or other expenses that may reduce returns. Index returns assume that dividends have been reinvested. Investors cannot invest directly in the Index.
Top Ten Holdings (%)
Fairfax Financial Holdings Ltd 1.17
HSBC Holdings PLC 1.02
Koninklijke Ahold Delhaize NV 1.00
A.P. Moller - Maersk A/S 1.00
Imperial Brands PLC 0.99
Schweizerische Rueckversicherungs-Gesellschaft, Zuerich 0.95
Orange SA 0.93
Otsuka Holdings Co Ltd 0.89
Nokia OYJ 0.88
Novartis AG 0.88
Total Portfolio % 9.71
Fairfax Financial Holdings Ltd 1.02
Sanofi 0.99
Koninklijke Ahold Delhaize NV 0.98
ORANGE 0.98
A.P. Moller - Maersk A/S 0.96
HSBC Holdings PLC 0.96
Swisscom AG, Ittigen 0.94
Compagnie Generale des Etablissements Michelin Societe en commandite par actions 0.93
Novartis AG 0.93
Roche Holding AG 0.92
Total Portfolio % 9.61
Market Cap Distribution (%)

Market Cap Header3
Less than $2B 0
$2B - $10B 27
$10B - $100B 63
Greater than $100B 10
TOP 10 COUNTRIES (%)
Represents 84% of total country allocation
Sources for all data: Bloomberg and Hartford Funds.
Investing involves risk, including the possible loss of principal.

 

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